+116.8%
EXPE vs IAG
+708.7%
-591.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.7% | +4.6% | -1.6% |
| 7D | -11.2% | +16.8% | -28.0% | -12.3% |
| 30D | -7.5% | -1.5% | -6.0% | -7.6% |
| 3M | -19.1% | +0.5% | -19.6% | -19.3% |
| 6M | +10.7% | -1.0% | +11.7% | +10.1% |
| YTD | -9.9% | +12.3% | -22.2% | -13.0% |
| 1Y | -4.6% | +39.2% | -43.9% | -10.6% |
| 3Y | +116.8% | +712.3% | -595.5% | +60.0% |
| All | +116.8% | +708.7% | -591.9% | +60.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded IAG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling